+710.2%
KGC vs DAR
+364.6%
+345.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +10.5% | +7.4% | +3.0% | +9.0% |
| 3M | +19.8% | +15.7% | +4.1% | +16.4% |
| 6M | -6.7% | +30.0% | -36.7% | -11.3% |
| YTD | +7.8% | +87.5% | -79.8% | -3.7% |
| 1Y | +35.7% | +113.4% | -77.7% | +18.4% |
| 3Y | +553.7% | +15.3% | +538.4% | +518.8% |
| 5Y | +461.7% | -4.3% | +466.0% | +442.2% |
| 10Y | +710.2% | +380.2% | +330.0% | +594.2% |
| All | +710.2% | +364.6% | +345.6% | +594.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling